-57.0%
DOCS vs BIDU
-49.5%
-7.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | 0.0% | +5.4% | -5.4% | -1.4% |
| 30D | +7.8% | -5.0% | +12.8% | +9.3% |
| 3M | +20.0% | -26.1% | +46.1% | +29.4% |
| 6M | +26.5% | -42.6% | +69.1% | +44.8% |
| YTD | -25.8% | -38.0% | +12.2% | -18.3% |
| 1Y | -39.5% | -35.7% | -3.8% | -34.5% |
| 3Y | +60.3% | -22.9% | +83.3% | +53.9% |
| 5Y | -57.0% | -49.9% | -7.2% | -51.9% |
| All | -57.0% | -49.5% | -7.5% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling